Title: L(2)-overbiased, l(2)-underbiased and l(2)-unbiased estimation of transfer-functions
Authors: De Moor, Bart ×
Gevers, M
Goodwin, Gc #
Issue Date: May-1994
Publisher: Pergamon-elsevier science ltd
Series Title: Automatica vol:30 issue:5 pages:893-898
Abstract: The identification of an undermodeled transfer function from input-output data is stated as a constrained optimization problem. The constraints determine the identification procedure, the residual error and whether on average the magnitude of the frequency response is L2-overbiased, L2-underbiased or L2-unbiased, as measured by a certain weighted L2-bias integral. The L2-unbiased solutions are linear combinations of L2-overbiased and L2-underbiased solutions, which are precisely the classical least squares estimates. They can be obtained from the solution of certain eigenvalue problems.
ISSN: 0005-1098
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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